I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package." However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper. ------------------------------------- David L Carlson Department of Anthropology Texas A&M University College Station, TX 77840-4352 -----Original Message----- From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Bert Gunter Sent: Monday, March 20, 2017 11:44 AM To: Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in> Cc: R-help <r-help at r-project.org> Subject: Re: [R] ESTIMATION OF PANEL VAR Excuse my denseness, but huh?? If you receive no satisfactory responses, please read the posting guide to learn how to post an intelligible question. Otherwise, just ignore me. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in> wrote:> Is there any package available for estimating Panel VAR. Can the packages > vars and palm be combined in some way to do that? > > Regards, > *Abhishek Rohit* > Research Fellow > IIM Raipur > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
> On Mar 20, 2017, at 10:18 AM, David L Carlson <dcarlson at tamu.edu> wrote: > > I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package." > > However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.It's not on CRAN because it's a STATA package. -- David> > ------------------------------------- > David L Carlson > Department of Anthropology > Texas A&M University > College Station, TX 77840-4352 > > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Bert Gunter > Sent: Monday, March 20, 2017 11:44 AM > To: Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in> > Cc: R-help <r-help at r-project.org> > Subject: Re: [R] ESTIMATION OF PANEL VAR > > Excuse my denseness, but huh?? > > If you receive no satisfactory responses, please read the posting > guide to learn how to post an intelligible question. > > Otherwise, just ignore me. > > Cheers, > Bert > > > Bert Gunter > > "The trouble with having an open mind is that people keep coming along > and sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit > <abhishek.fpm2014 at iimraipur.ac.in> wrote: >> Is there any package available for estimating Panel VAR. Can the packages >> vars and palm be combined in some way to do that? >> >> Regards, >> *Abhishek Rohit* >> Research Fellow >> IIM Raipur >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius Alameda, CA, USA
> On Mar 20, 2017, at 12:21 PM, David Winsemius <dwinsemius at comcast.net> wrote: > > >> On Mar 20, 2017, at 10:18 AM, David L Carlson <dcarlson at tamu.edu> wrote: >> >> I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package." >> >> However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper. > > It's not on CRAN because it's a STATA package.Ooops, I didn't read that abstract carefully enough and have now read the paper. It's an extension to the plm R package.> The January 2017 posting to CrossValidated.com: http://stats.stackexchange.com/questions/237332/panel-vector-autoregression-models-in-r/237333... says code is "available soon".> -- > David >> >> ------------------------------------- >> David L Carlson >> Department of Anthropology >> Texas A&M University >> College Station, TX 77840-4352 >> >> -----Original Message----- >> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Bert Gunter >> Sent: Monday, March 20, 2017 11:44 AM >> To: Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in> >> Cc: R-help <r-help at r-project.org> >> Subject: Re: [R] ESTIMATION OF PANEL VAR >> >> Excuse my denseness, but huh?? >> >> If you receive no satisfactory responses, please read the posting >> guide to learn how to post an intelligible question. >> >> Otherwise, just ignore me. >> >> Cheers, >> Bert >> >> >> Bert Gunter >> >> "The trouble with having an open mind is that people keep coming along >> and sticking things into it." >> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) >> >> >> On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit >> <abhishek.fpm2014 at iimraipur.ac.in> wrote: >>> Is there any package available for estimating Panel VAR. Can the packages >>> vars and palm be combined in some way to do that? >>> >>> Regards, >>> *Abhishek Rohit* >>> Research Fellow >>> IIM Raipur >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > David Winsemius > Alameda, CA, USA > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius Alameda, CA, USA
It is confusing, but he is comparing STATA package xtabond2 with R packages plm and panelvar. For example: "The same example with out [sic] code reads as follows: R> library(panelvar) R> library(plm) R> data("abdata")" Suggests that panelvar is an R package, but apparently one that is not published on CRAN. David C -----Original Message----- From: David Winsemius [mailto:dwinsemius at comcast.net] Sent: Monday, March 20, 2017 2:21 PM To: David L Carlson <dcarlson at tamu.edu> Cc: Bert Gunter <bgunter.4567 at gmail.com>; Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in>; R-help <r-help at r-project.org> Subject: Re: [R] ESTIMATION OF PANEL VAR> On Mar 20, 2017, at 10:18 AM, David L Carlson <dcarlson at tamu.edu> wrote: > > I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package." > > However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.It's not on CRAN because it's a STATA package. -- David> > ------------------------------------- > David L Carlson > Department of Anthropology > Texas A&M University > College Station, TX 77840-4352 > > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Bert Gunter > Sent: Monday, March 20, 2017 11:44 AM > To: Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in> > Cc: R-help <r-help at r-project.org> > Subject: Re: [R] ESTIMATION OF PANEL VAR > > Excuse my denseness, but huh?? > > If you receive no satisfactory responses, please read the posting > guide to learn how to post an intelligible question. > > Otherwise, just ignore me. > > Cheers, > Bert > > > Bert Gunter > > "The trouble with having an open mind is that people keep coming along > and sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit > <abhishek.fpm2014 at iimraipur.ac.in> wrote: >> Is there any package available for estimating Panel VAR. Can the packages >> vars and palm be combined in some way to do that? >> >> Regards, >> *Abhishek Rohit* >> Research Fellow >> IIM Raipur >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius Alameda, CA, USA